1. Install R and the dmd compiler (obvious, I know, but I just want to be sure). I recommend using the most recent version of R. I don't know of any reason the other D compilers won't work, and there shouldn't be any reason they won't work, but it has not been tested.
2. Install my slightly modified version of RInside, called RInsideC, using devtools. In R:
library(devtools)
install_bitbucket("bachmeil/rinsidec")
3. Install the embedr package using devtools:
install_bitbucket("bachmeil/embedr")
If you have a standard installation (i.e., as long as you haven't done something strange to cause libR.so to be hidden in a place the system can't find it) installation should be complete.